mini-sized Dow ($5) Future September 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 16,272 16,646 374 2.3% 16,405
High 16,661 16,684 23 0.1% 16,684
Low 16,218 16,465 247 1.5% 15,285
Close 16,650 16,659 9 0.1% 16,659
Range 443 219 -224 -50.6% 1,399
ATR 367 356 -11 -2.9% 0
Volume 319,709 202,342 -117,367 -36.7% 1,936,279
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 17,260 17,178 16,780
R3 17,041 16,959 16,719
R2 16,822 16,822 16,699
R1 16,740 16,740 16,679 16,781
PP 16,603 16,603 16,603 16,623
S1 16,521 16,521 16,639 16,562
S2 16,384 16,384 16,619
S3 16,165 16,302 16,599
S4 15,946 16,083 16,539
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 20,406 19,932 17,429
R3 19,007 18,533 17,044
R2 17,608 17,608 16,916
R1 17,134 17,134 16,787 17,371
PP 16,209 16,209 16,209 16,328
S1 15,735 15,735 16,531 15,972
S2 14,810 14,810 16,403
S3 13,411 14,336 16,274
S4 12,012 12,937 15,890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,684 15,285 1,399 8.4% 655 3.9% 98% True False 387,255
10 17,535 15,285 2,250 13.5% 478 2.9% 61% False False 301,930
20 17,658 15,285 2,373 14.2% 343 2.1% 58% False False 222,726
40 18,075 15,285 2,790 16.7% 269 1.6% 49% False False 181,439
60 18,108 15,285 2,823 16.9% 238 1.4% 49% False False 156,054
80 18,250 15,285 2,965 17.8% 215 1.3% 46% False False 117,175
100 18,250 15,285 2,965 17.8% 204 1.2% 46% False False 93,745
120 18,250 15,285 2,965 17.8% 194 1.2% 46% False False 78,122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 65
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 17,615
2.618 17,257
1.618 17,038
1.000 16,903
0.618 16,819
HIGH 16,684
0.618 16,600
0.500 16,575
0.382 16,549
LOW 16,465
0.618 16,330
1.000 16,246
1.618 16,111
2.618 15,892
4.250 15,534
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 16,631 16,477
PP 16,603 16,295
S1 16,575 16,113

These figures are updated between 7pm and 10pm EST after a trading day.

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